Market Index | 12/31/ 2013 | 11/7/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 17,573.93 | 1.04% | 6.02% |
S&P 500 Index | 1,848.36 | 2,031.92 | 0.68% | 9.93% |
Fed Funds Rate | 0.08% | 0.06% | 0.01% | -25.00% |
10 yr T-note Yld | 3.04% | 2.32% | -0.03% | -23.68% |
5 yr T-note Yld | 1.75% | 1.60% | -0.02% | -8.57% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.06% | 0.00% | 185.71% |
Implied 5 yr Inflation % | 1.68% | 1.66% | -0.02% | -1.19% |
2 yr T-note Yld | 0.38% | 0.51% | 0.01% | 34.21% |
2-10 Yr Slope | 2.66% | 1.81% | -0.04% | -31.95% |
90 day T-bill Yld | 0.07% | 0.03% | 0.02% | -57.14% |
Gold ($/oz) | $1,204.80 | $1,178.70 | $5.20 | -2.17% |
WTI Oil ($/brl) | $98.70 | $78.43 | -$2.27 | -20.54% |
VIX "Worry Index" | 13.72 | 13.12 | -0.91 | -4.37% |
Credit Spreads | 12/31/ 2013 | 11/7/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.57% | 0.05% | -7.75% |
High Yield Credit Idx | 5.95% | 5.92% | 0.10% | -0.50% |
Markit CDX No Am Inv Grade | 62 | 65 | -1.00 | 3.00 |
Markit CDX No Am HiVol | 135 | 166 | 6.00 | 31.00 |
High Yield to 10 yr T-Note Spread | 291 | 360 | 13.00 | 69.00 |
Friday, November 7, 2014
Market Data: Week Ending November 7, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields